Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 49.57%
March 31, 2022 49.57%
February 28, 2022 49.57%
January 31, 2022 49.57%
December 31, 2021 49.57%
November 30, 2021 49.57%
October 31, 2021 49.57%
September 30, 2021 49.57%
August 31, 2021 49.57%
July 31, 2021 49.57%
June 30, 2021 49.57%
May 31, 2021 49.57%
April 30, 2021 49.57%
March 31, 2021 49.57%
February 28, 2021 49.57%
January 31, 2021 49.57%
December 31, 2020 49.57%
November 30, 2020 49.57%
October 31, 2020 49.57%
September 30, 2020 49.57%
August 31, 2020 49.57%
July 31, 2020 49.57%
June 30, 2020 49.57%
May 31, 2020 49.57%
April 30, 2020 49.57%
Date Value
March 31, 2020 49.57%
February 29, 2020 33.52%
January 31, 2020 33.52%
December 31, 2019 33.52%
November 30, 2019 33.52%
October 31, 2019 33.52%
September 30, 2019 33.52%
August 31, 2019 33.52%
July 31, 2019 33.52%
June 30, 2019 33.52%
May 31, 2019 33.52%
April 30, 2019 33.52%
March 31, 2019 33.52%
February 28, 2019 33.52%
January 31, 2019 33.52%
December 31, 2018 33.52%
November 30, 2018 30.71%
October 31, 2018 30.71%
September 30, 2018 28.21%
August 31, 2018 28.21%
July 31, 2018 28.21%
June 30, 2018 28.21%
May 31, 2018 28.21%
April 30, 2018 28.21%
March 31, 2018 28.21%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

28.21%
Minimum
May 2017
49.57%
Maximum
Mar 2020
38.88%
Average
33.52%
Median
Dec 2018